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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Campbell Soup Company (CPB) - NYSE Next Earnings Date: Estimated on June 5, 2024
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 2.0
Avg Daily Volume: 2,531,536    Market Cap: 12.91B
Sector: Consumer Goods    Short Interest: 7.71
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
March 6, 2024 BO 2.0 $42.95 @$43.00 $2.35
($42.95)
5.47% 5.0% I 0.81% I $43.30 $1.38
( $43.30 )
-41.28%
Dec. 6, 2023 BO 1.8 $40.37 @$40.00 $2.15
($40.37)
5.38% 7.9% O 7.1% O $43.24 $3.53
( $43.24 )
64.19%
Aug. 31, 2023 BO 1.9 $41.96 @$42.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 7, 2023 BO 1.8 $50.59 @$51.00
March 8, 2023 BO 1.9 $52.13 @$52.00
Dec. 7, 2022 BO 1.9 $52.99 @$53.00
Sept. 1, 2022 BO 2.0 $50.38 @$50.00
June 8, 2022 BO 2.1 $46.60 @$47.00
March 9, 2022 BO 2.2 $42.30 @$42.00
Dec. 8, 2021 BO 2.4 $41.12 @$41.00

 
 
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